ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 22-Feb-2012

Day Change Summary
	Previous	Current
	21-Feb-2012	22-Feb-2012	Change	Change %	Previous Week
Open	123-082	123-032	-0-050	-0.1%	123-165
High	123-082	123-115	0-033	0.1%	123-230
Low	123-007	123-010	0-003	0.0%	123-030
Close	123-045	123-107	0-062	0.2%	123-095
Range	0-075	0-105	0-030	40.0%	0-200
ATR	0-088	0-089	0-001	1.4%	0-000
Volume	481,152	572,426	91,274	19.0%	2,312,995

Daily Pivots for day following 22-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-072	124-035	123-165
R3	123-287	123-250	123-136
R2	123-182	123-182	123-126
R1	123-145	123-145	123-117	123-164
PP	123-077	123-077	123-077	123-087
S1	123-040	123-040	123-097	123-058
S2	122-292	122-292	123-088
S3	122-187	122-255	123-078
S4	122-082	122-150	123-049

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-078	124-287	123-205
R3	124-198	124-087	123-150
R2	123-318	123-318	123-132
R1	123-207	123-207	123-113	123-162
PP	123-118	123-118	123-118	123-096
S1	123-007	123-007	123-077	122-282
S2	122-238	122-238	123-058
S3	122-038	122-127	123-040
S4	121-158	121-247	122-305

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-230	123-007	0-223	0.6%	0-103	0.3%	45%	False	False	526,256
10	123-230	123-007	0-223	0.6%	0-087	0.2%	45%	False	False	467,287
20	124-037	123-007	1-030	0.9%	0-089	0.2%	29%	False	False	479,758
40	124-037	122-167	1-190	1.3%	0-087	0.2%	51%	False	False	408,442
60	124-037	122-090	1-267	1.5%	0-093	0.2%	57%	False	False	417,256
80	124-037	121-030	3-007	2.5%	0-085	0.2%	74%	False	False	315,865

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-241
2.618	124-070
1.618	123-285
1.000	123-220
0.618	123-180
HIGH	123-115
0.618	123-075
0.500	123-062
0.382	123-050
LOW	123-010
0.618	122-265
1.000	122-225
1.618	122-160
2.618	122-055
4.250	121-204

Fisher Pivots for day following 22-Feb-2012
Pivot	1 day	3 day
R1	123-092	123-092
PP	123-077	123-076
S1	123-062	123-061

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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